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Petre Caraiani
Petre Caraiani
Institute for Economic Forecasting, Romanian Academy; Bucharest University of Economics Studies
Verified email at ipe.ro
Title
Cited by
Cited by
Year
The predictive power of singular value decomposition entropy for stock market dynamics
P Caraiani
Physica A: Statistical Mechanics and its Applications 393, 571-578, 2014
762014
Evidence of multifractality from emerging European stock markets
P Caraiani
PloS one 7 (7), e40693, 2012
762012
Forecasting Romanian GDP using a BVAR model
P Caraiani
Romanian Journal of Economic Forecasting 13 (4), 76-87, 2010
642010
Using complex networks to characterize international business cycles
P Caraiani
PloS one 8 (3), e58109, 2013
562013
The impact of monetary policy shocks on stock market bubbles: International evidence
P Caraiani, AC Cǎlin
Finance Research Letters 34 (101268), 2020
492020
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics
P Caraiani
Physica A: Statistical Mechanics and its Applications 391 (13), 3629–3637, 2012
492012
Money and output: New evidence based on wavelet coherence
P Caraiani
Economics Letters 116 (3), 547-550, 2012
442012
Nonlinear dynamics in CEE stock markets indices
P Caraiani
Economics Letters 114 (3), 329-331, 2012
382012
Stylized facts of business cycles in a transition economy in time and frequency
P Caraiani
Economic Modelling 29 (6), 2163-2173, 2012
362012
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence
P Caraiani, AC Calin
Economics Letters 169, 55-58, 2018
342018
Evidence of multifractality from CEE exchange rates against Euro
P Caraiani, E Haven
Physica A: Statistical Mechanics and its Applications 419, 395-407, 2015
272015
Comparing Monetary Policy Rules in CEE Economies: A Bayesian Approach
P Caraiani
Economic Modelling 32, 233–246, 2013
272013
Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment
P Caraiani, R Gupta, CKM Lau, HA Marfatia
Journal of Behavioral Finance, 1-13, 2022
222022
The relationship between unemployment and output cycles in Korea
P Caraiani
Romanian Journal of Economic Forecasting 1, 51-64, 2006
222006
Alternative methods of estimating the Okun coefficient. Applications for Romania
P Caraiani
Romanian Journal of Economic Forecasting 7 (4), 82-89, 2006
212006
Can monetary policy lean against housing bubbles?
C André, P Caraiani, AC Calin, R Gupta
Economic Modelling 110, 105801, 2022
20*2022
Monetary policy and bubbles in US REITs
P Caraiani, AC Călin, R Gupta
International Review of Finance 21 (2), 675-687, 2021
202021
Evaluating exchange rate forecasts along time and frequency
P Caraiani
International Review of Economics & Finance 51, Pages 60-81, 2017
202017
Testing for nonlinearity and chaos in economic time series with noise titration
P Caraiani
Economics Letters 120 (2), 192-194, 2013
202013
An analysis of domestic and external shocks on Romanian economy using a DSGE model
P Caraiani
Romanian Journal of Economic Forecasting 9 (3), 100-114, 2008
202008
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